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author:

Xia, Youshen (Xia, Youshen.) [1] | Kamel, Mohamed S. (Kamel, Mohamed S..) [2] | Leung, Henry (Leung, Henry.) [3]

Indexed by:

EI

Abstract:

In this paper, a novel noise-constrained least-squares (NCLS) method for online autoregressive (AR) parameter estimation is developed under blind Gaussian noise environments, and a discrete-time learning algorithm with a fixed step length is proposed. It is shown that the proposed learning algorithm converges globally to an AR optimal estimate. Compared with conventional second-order and high-order statistical algorithms, the proposed learning algorithm can obtain a robust estimate which has a smaller mean-square error than the conventional least-squares estimate. Compared with the learning algorithm based on the generalized least absolute deviation method, instead of minimizing a non-smooth linear L1 function, the proposed learning algorithm minimizes a quadratic convex function and thus is suitable for online parameter estimation. Simulation results confirm that the proposed learning algorithm can obtain more accurate estimates with a fast convergence speed. © 2009 Elsevier Ltd. All rights reserved.

Keyword:

Functions Gaussian noise (electronic) Learning algorithms Learning systems Least squares approximations Mean square error Parameter estimation

Community:

  • [ 1 ] [Xia, Youshen]College of Mathematics and Computer Science, Fuzhou University, China
  • [ 2 ] [Kamel, Mohamed S.]Department of Electrical and Computer Engineering, University of Waterloo, Canada
  • [ 3 ] [Leung, Henry]Department of Electrical and Computer Engineering, University of Calgary, Canada

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Source :

Neural Networks

ISSN: 0893-6080

Year: 2010

Issue: 3

Volume: 23

Page: 396-405

1 . 9 7 2

JCR@2010

6 . 0 0 0

JCR@2023

JCR Journal Grade:2

CAS Journal Grade:2

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count: 21

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

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